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The volatility of long-term bond returns : persistent interest shocks and time-varying risk premiums
Osterrieder, Daniela; Schotman, Peter C. - In: The review of economics and statistics 99 (2017) 5, pp. 884-895
Persistent link: https://www.econbiz.de/10011781305
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A new normal for interest rates? : evidence from inflation-indexed debt
Christensen, Jens H. E.; Rudebusch, Glenn D. - In: The review of economics and statistics 101 (2019) 5, pp. 933-949
Persistent link: https://www.econbiz.de/10012208849
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Near unit roots and the predictive power of yield spreads for changes in long-term interest rates
Lanne, Markku - In: The review of economics and statistics 81 (1999) 3, pp. 393-398
Persistent link: https://www.econbiz.de/10001406148
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A semiparametric factor model of interest rates and tests of the affine term structure
Ghysels, Eric - In: The review of economics and statistics 80 (1998) 4, pp. 535-548
Persistent link: https://www.econbiz.de/10001254697
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The central tendency : a second factor in bond yields
Balduzzi, Pierluigi - In: The review of economics and statistics 80 (1998) 1, pp. 62-72
Persistent link: https://www.econbiz.de/10001235783
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Convergence and anchoring of yield curves in the Euro area
Ehrmann, Michael; Fratzscher, Marcel; Gürkaynak, Refet S. - In: The review of economics and statistics 93 (2011) 1, pp. 350-364
Persistent link: https://www.econbiz.de/10009161695
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Politics and monetary policy
Ehrmann, Michael; Fratzscher, Marcel - In: The review of economics and statistics 93 (2011) 3, pp. 941-960
Persistent link: https://www.econbiz.de/10009268639
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The term structure of forward exchange premiums and the forecastability of spot exchange rates : correcting the errors
Clarida, Richard H. - In: The review of economics and statistics 79 (1997) 3, pp. 353-361
Persistent link: https://www.econbiz.de/10001225777
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The Fisher effect and the term structure of interest rates : tests of cointegration
Wallace, Myles Stuart - In: The review of economics and statistics 75 (1993) 2, pp. 320-324
Persistent link: https://www.econbiz.de/10001144966
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Use of (time-domain) vector autoregressions to test uncovered interest parity
Itō, Takatoshi - In: The review of economics and statistics 70 (1988) 2, pp. 296-305
Persistent link: https://www.econbiz.de/10001049217